Lung cancer rates now exceed breast cancer rates as the leading cause of death by cancer among women. Furthermore, smoking prevalence rates among women are declining at a slower rate than men and approximately 23% of women still smoke. One important reason why women do not attempt and/or succeed at smoking cessation may be fear of post-cessation weight gain. However, combined smoking cessation and weight control treatments have not been successful at decreasing post-cessation weight gain or enhancing achievement of smoking cessation. Exercise offers a healthful alternative to smoking, which may allay women's fear of weight gain. Exercise facilitates regulation of body weight, moderates mood changes, aids in decreasing responses to stress, and is incompatible with smoking. The proposed study will test the hypothesis that moderate intensity exercise enhances the achievement and maintenance of smoking cessation among healthy adult female smokers. This is a randomized controlled clinical trial comparing two conditions: (a) cognitive-behavioral smoking cessation plus moderate exercise and (b) cognitive-behavioral smoking cessation with equal contact time. The treatment is delivered over 12 weeks. A sample of 224 subjects will be recruited, treated for twelve weeks and followed for 12 months. This design permits separation of the effects of physical activity from the effects of frequent contact with staff and other subjects. Smoking cessation outcome (7 day point-prevalence) will be verified by saliva cotinine. Exercise adherence will be validated by attendance at supervised sessions, exercise monitors, and maximal exercise testing. Secondary analyses of hypothesized mediators (weight and/or weight concerns, negative affect, withdrawal symptoms, self-efficacy, motivation) of the effect of moderate exercise on smoking cessation will also be examined. Successful smoking cessation in women could significantly reduce chronic disease mortality in this group. Although intensive, this kind of program could have advantages over pharmacologic treatments and/or could be made more disseminable and cost-effective, but only if the initial results of this rigorous trial are promising.